Amanote Research

Amanote Research

    RegisterSign In

Forecasting Economic Time Series in the Presence of Variance Instability and Outliers

Theoretical Economics Letters
doi 10.4236/tel.2019.98182
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 2019

Authors
Alexandros E. MilionisNikolaos G. Galanopoulos
Publisher

Scientific Research Publishing, Inc,


Related search

Artificial Neural Networks Numerical Forecasting of Economic Time Series

2011English

Detection of Additive Outliers in Seasonal Time Series

Journal of Time Series Econometrics
EconomicsEconometrics
2011English

Time Series Projection to Highlight Trends and Outliers

2018English

Identification and Modeling of Outliers in a Discrete - Time Stochastic Series

American Journal of Theoretical and Applied Statistics
2017English

Outskewer: Using Skewness to Spot Outliers in Samples and Time Series

2012English

Time Series Forecasting in Stock Trading Markets

International Journal of Research in Business and Social Science (2147-4478)
2019English

Use of Nonconventional Dispersion Measures to Improve the Efficiency of Ratio-Type Estimators of Variance in the Presence of Outliers

Symmetry
MathematicsChemistryPhysicsComputer ScienceAstronomy
2019English

Forecasting Sales Through Time Series Clustering

International Journal of Data Mining & Knowledge Management Process
2013English

Optimal Forecasting of Noncausal Autoregressive Time Series

SSRN Electronic Journal
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy